mathnet-numerics/src/Numerics/Random/WH2006.cs

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namespace MathNet.Numerics.Random
{
    using System;

    /// <summary>
    /// Wichmann-Hill’s 2006 combined multiplicative congruential generator. 
    /// </summary>
    /// <remarks>See: Wichmann, B. A. &amp; Hill, I. D. (2006), "Generating good pseudo-random numbers".
    /// Computational Statistics &amp; Data Analysis 51:3 (2006) 1614-1622
    /// </remarks>
    public class WH2006 : AbstractRandomNumberGenerator
    {
        private const uint _modw = 2147483123;
        private const double _modw_recip = 1.0/_modw;
        private const uint _modx = 2147483579;
        private const double _modx_recip = 1.0/_modx;
        private const uint _mody = 2147483543;
        private const double _mody_recip = 1.0/_mody;
        private const uint _modz = 2147483423;
        private const double _modz_recip = 1.0/_modz;
        private ulong _wn = 1;
        private ulong _xn;
        private ulong _yn = 1;
        private ulong _zn = 1;

        /// <summary>
        /// Initializes a new instance of the <see cref="WH2006"/> class using
        /// the current time as the seed.
        /// </summary>
        public WH2006() : this((int) DateTime.Now.Ticks)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="WH2006"/> class using
        /// the current time as the seed.
        /// </summary>
        /// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
        public WH2006(bool threadSafe)
            : this((int) DateTime.Now.Ticks, threadSafe)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="WH2006"/> class.
        /// </summary>
        /// <param name="seed">The seed value.</param>
        /// <remarks>If the seed value is zero, it is set to one. Uses the
        /// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
        /// set whether the instance is thread safe.</remarks>
        public WH2006(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="WH2006"/> class.
        /// </summary>
        /// <param name="seed">The seed value.</param>
        /// <remarks>The seed is set to 1, if the zero is used as the seed.</remarks>
        /// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
        public WH2006(int seed, bool threadSafe)
            : base(threadSafe)
        {
            if (seed == 0)
            {
                seed = 1;
            }
            _xn = (uint) seed%_modx;
        }

        /// <summary>
        /// Returns a random number between 0.0 and 1.0.
        /// </summary>
        /// <returns>
        /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0.
        /// </returns>
        protected override double DoSample()
        {
            _xn = 11600*_xn%_modx;
            _yn = 47003*_yn%_mody;
            _zn = 23000*_zn%_modz;
            _wn = 33000*_wn%_modw;

            double u = _xn*_modx_recip + _yn*_mody_recip + _zn*_modz_recip + _wn*_modw_recip;
            u -= (int) u;
            return u;
        }
    }
}